A Second-Order Accurate Numerical Approximation for Two-Sided Fractional Boundary Value Advection-Diffusion Problem

Subject Areas : Applied Mathematics

Elyas Shivanian ¹ , Hamid Reza Khodabandehlo ²

1 - Department of Mathematics, Imam Khomeini International University, Qazvin, 34149-16818, Iran
2 - Department of Mathematics, Imam Khomeini International University, Qazvin, 34149-16818, Iran

Received: 2016-01-24 Accepted : 2016-06-17 Published : 2019-05-01

Keywords: Crank-Nicolson method, Fractional diffusion, Shifted Gr&quot, {u}nwald-Letnikov formula, Two-sided fractional partial differential equation, Numerical fractional PDE,